ofdm_16qam

compressive sensing theory

一维线阵的方向图，可以很方便在程序中更改参数(One-dimensional linear array pattern,you can easily change the parameters in the program)

In statistics, an expectation-maximization (EM) algorithm is a method for finding maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. EM is an iterative method which alternates between performing an expectation (E) step, which computes the expectation of the log-likelihood evaluated using the current estimate for the latent variables, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step.

说明：  关于卡拉曼滤波的~运动目标状态估计方法的研究(Karaman filter on ~ moving target state estimation method for)

幅频键控ASK的相干调制解调以及非相干调制解调的仿真实现，源代码中作了详细的备注，通过学习该代码能够对ASK的调制解调有更加深入的认识(Coherent amplitude and frequency shift keying ASK modulation and demodulation, and non-coherent modulation and demodulation simulation, source code made detailed notes, by learning the code to the ASK modulation and demodulation of a more in-depth understanding of)

使用matlab编程，图论最短路线的Ford迭代算法、Dijkstra算法和Floyd算法(Ford shortest graph theory iterative algorithm)

说明：  包括各种图形图像处理的理论原理和软件方面的材料，提供可用现代软件工具实现图像处理的基础。(Including the theoretical principles of graphic image processing and software materials, to provide modern software tools available to achieve the basis for image processing.)

《matlab实例》有关高阶谱分析工具的实例源码，希望对大家有帮助。(" Matlab example of" higher order spectral analysis tools, the example of source code, we want to help.)

saber2011破解方法，亲测能用，适合以前的版本(saber2011 crack method, pro-test can be used for the previous version)

If you would like to try to use the above programs by using MATLAB. First of all, please copy all of files to your created adequate directory. Then, you start to run MATLAB and you can see the following command prompt in the command window.